Last price paid | n.a. | |
Change | -80.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 15.03.2024 |
Settlement date | 27.02.2023 |
Last trading | 15.03.2024 |
Final fixing | 15.03.2024 |
Currency redemption | CHF |
Perf. since issue | -98.93% |
Year to date (YTD) | -80.00% |
1 month | n.a. |
3 months | -80.00% |
1 year | -98.46% |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 1.00 |
Premium | 0.08% |
Premium p.a. | 4.03% |
Leverage | 44.31 |
Implied volatility | 0.36 |
ISIN | CH1237243568 |
Symbol | USDBMZ |
Security | 123724356 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | USD/CHF, XC0009652816 |
Underlying ISIN | XC0009652816 |
Strike | 0.95 |
C/P type | call |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 20.02.2023 |
Premium | 7.73% |
Premium p.a. | 403.04% |
Leverage | 588.82 |
Implied volatility | 36.24% |
Moneyness | out-of-the-money |
Leverage | 44.3060 |
Delta | 0.0852 |
Gamma | 1.5810 |
Theta | -0.0005 |
Rho | 0.0000 |
Vega | 0.0002 |
Fair value | 0.00 |
Intrinsic value | n.a. |
Break-even | 0.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 26.79 |
GEBERIT N | 539.20 |
Givaudan | 4'072.00 |
NOVARTIS N | 89.78 |
Partners Group Ho... | 1'237.50 |
Name | Price |
---|---|
Holcim | 79.28 |
SWISSCOM N | 495.80 |
KUEHNE & NAGEL | 247.90 |
Lonza Group | 520.20 |
ABB Ltd | 45.73 |